| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1,145.5 |
1,143.7 |
-1.8 |
-0.2% |
1,115.8 |
| High |
1,147.6 |
1,160.0 |
12.4 |
1.1% |
1,156.2 |
| Low |
1,133.7 |
1,143.1 |
9.4 |
0.8% |
1,114.0 |
| Close |
1,143.2 |
1,159.6 |
16.4 |
1.4% |
1,146.2 |
| Range |
13.9 |
16.9 |
3.0 |
21.6% |
42.2 |
| ATR |
17.3 |
17.3 |
0.0 |
-0.2% |
0.0 |
| Volume |
59,668 |
61,223 |
1,555 |
2.6% |
264,959 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,205.0 |
1,199.3 |
1,169.0 |
|
| R3 |
1,188.0 |
1,182.3 |
1,164.3 |
|
| R2 |
1,171.3 |
1,171.3 |
1,162.8 |
|
| R1 |
1,165.3 |
1,165.3 |
1,161.3 |
1,168.3 |
| PP |
1,154.3 |
1,154.3 |
1,154.3 |
1,155.8 |
| S1 |
1,148.5 |
1,148.5 |
1,158.0 |
1,151.3 |
| S2 |
1,137.3 |
1,137.3 |
1,156.5 |
|
| S3 |
1,120.5 |
1,131.5 |
1,155.0 |
|
| S4 |
1,103.5 |
1,114.8 |
1,150.3 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.5 |
1,248.0 |
1,169.5 |
|
| R3 |
1,223.3 |
1,205.8 |
1,157.8 |
|
| R2 |
1,181.0 |
1,181.0 |
1,154.0 |
|
| R1 |
1,163.5 |
1,163.5 |
1,150.0 |
1,172.3 |
| PP |
1,138.8 |
1,138.8 |
1,138.8 |
1,143.3 |
| S1 |
1,121.5 |
1,121.5 |
1,142.3 |
1,130.0 |
| S2 |
1,096.5 |
1,096.5 |
1,138.5 |
|
| S3 |
1,054.5 |
1,079.3 |
1,134.5 |
|
| S4 |
1,012.3 |
1,037.0 |
1,123.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,160.0 |
1,116.9 |
43.1 |
3.7% |
16.0 |
1.4% |
99% |
True |
False |
59,992 |
| 10 |
1,160.0 |
1,107.0 |
53.0 |
4.6% |
17.5 |
1.5% |
99% |
True |
False |
97,280 |
| 20 |
1,200.0 |
1,101.6 |
98.4 |
8.5% |
19.3 |
1.7% |
59% |
False |
False |
75,813 |
| 40 |
1,202.4 |
1,101.6 |
100.8 |
8.7% |
14.8 |
1.3% |
58% |
False |
False |
38,406 |
| 60 |
1,202.4 |
1,101.6 |
100.8 |
8.7% |
13.5 |
1.2% |
58% |
False |
False |
25,620 |
| 80 |
1,202.4 |
1,065.5 |
136.9 |
11.8% |
12.0 |
1.0% |
69% |
False |
False |
19,219 |
| 100 |
1,213.2 |
1,065.5 |
147.7 |
12.7% |
9.5 |
0.8% |
64% |
False |
False |
15,375 |
| 120 |
1,261.5 |
1,065.5 |
196.0 |
16.9% |
8.0 |
0.7% |
48% |
False |
False |
12,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,231.8 |
|
2.618 |
1,204.3 |
|
1.618 |
1,187.3 |
|
1.000 |
1,177.0 |
|
0.618 |
1,170.5 |
|
HIGH |
1,160.0 |
|
0.618 |
1,153.5 |
|
0.500 |
1,151.5 |
|
0.382 |
1,149.5 |
|
LOW |
1,143.0 |
|
0.618 |
1,132.8 |
|
1.000 |
1,126.3 |
|
1.618 |
1,115.8 |
|
2.618 |
1,098.8 |
|
4.250 |
1,071.3 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,157.0 |
1,155.3 |
| PP |
1,154.3 |
1,151.0 |
| S1 |
1,151.5 |
1,146.8 |
|